Valid for: 2012/13
Decided by: Education Board 1
Date of Decision: 2012-03-27
Elective for: D4, F4, F4-bm, F4-fm, I4, Pi4, Pi4-bs, Pi4-bm, Pi4-mrk
Language of instruction: The course might be given in English
The purpose of the course is to give the students tools and knowledge to handle complex statistical problems and models. The aim is that students shall gain proficiency with modern computer intencive statistical methods and use these to estimate quantities and parameters in complex models that arise in different applications (e.g. economics, signal processing, biology, climate, and environmental statistics). Further, the student should be able to assess the uncertainty of these estimates. The main aim lies in enhancing the scope of statistical problems that the student will be able to solve.
Knowledge and understanding
For a passing grade the student must
Competences and skills
For a passing grade the student must
Judgement and approach
For a passing grade the student must
Simulation based methods of integration and statistical analysis. Monte Carlo methods for sequential problems. Markov chain methods, e.g. Gibbs sampling and the Metropolis-Hastings algorithm, for simulation and inference. Bayesian modelling and inference. The re-sampling principle, both non-parametric and parametric. Methods for constructing confidence intervals using re-sampling. Simulation based tests as an alternative to asymptotic parametric tests.
Grading scale: TH
Assessment: Written and oral project presentation.
Required prior knowledge: At least one of Stationary stochastic processer or Markov processes. Some programming experience.
The number of participants is limited to: No
The course might be cancelled: If the number of applicants is less than 16.
The course overlaps following course/s: MAS221, MASM11
Director of studies: Studierektor Anna Lindgren, studierektor@matstat.lu.se
Course homepage: http://www.maths.lth.se/matstat/kurser/fms091/
Further information: The course is also given at the faculty of science with the code MASM11.